Struct VolumeEngine 

pub struct VolumeEngine { /* private fields */ }

Bar volume with its moving average.

value is the bar’s own volume. Once ma_period volumes have been seen, extra adds avg_volume — the plain mean of the last ma_period volumes, this bar included — and volume_ratio = volume / avg_volume (1 for a zero average); a volume above twice the average raises an alert. Before that, only the volume itself is published.

First output: with the first bar. Indicator::reset clears the window.

Implementations

impl VolumeEngine

pub fn new(ma_period: usize) -> Self

Trait Implementations

impl Indicator for VolumeEngine

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn reset(&mut self)

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.